+312.2%
KEEL vs THC
+1,247.2%
-935.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.3% | +9.8% | +8.0% |
| 7D | +21.5% | -2.6% | +24.0% | +22.2% |
| 30D | -3.9% | -1.2% | -2.7% | -3.8% |
| 3M | -34.1% | +58.9% | -93.0% | -43.1% |
| 6M | +82.8% | +9.3% | +73.5% | +74.8% |
| YTD | +58.7% | +30.4% | +28.4% | +43.8% |
| 1Y | +191.4% | +34.6% | +156.8% | +161.2% |
| 3Y | +205.7% | +246.7% | -40.9% | +101.9% |
| 5Y | -37.0% | +244.5% | -281.5% | -59.0% |
| All | +312.2% | +1,247.2% | -935.0% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling